#pragma once
#include "pch.h"
#include "class_bars.h"
#include "class_strategy_position.h"

class class_strategy_spread
{
public:
class_strategy_spread(int, std::string, int, double, int sl);
~class_strategy_spread();
// 主循环函数
void run_one();
int ints[10];
double dous[10];
int id;
CThostFtdcDepthMarketDataField data_a,data_b;
std::string name,name_a,name_b;
class_bars bars_a,bars_b;
class_strategy_position *cc;
class_strategy_position *dd;
};

